CME British Pound Future December 2009
| Trading Metrics calculated at close of trading on 24-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2009 |
24-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.6352 |
1.6330 |
-0.0022 |
-0.1% |
1.6680 |
| High |
1.6467 |
1.6416 |
-0.0051 |
-0.3% |
1.6686 |
| Low |
1.6328 |
1.6021 |
-0.0307 |
-1.9% |
1.6229 |
| Close |
1.6416 |
1.6060 |
-0.0356 |
-2.2% |
1.6271 |
| Range |
0.0139 |
0.0395 |
0.0256 |
184.2% |
0.0457 |
| ATR |
0.0168 |
0.0184 |
0.0016 |
9.6% |
0.0000 |
| Volume |
94,457 |
117,524 |
23,067 |
24.4% |
528,084 |
|
| Daily Pivots for day following 24-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7351 |
1.7100 |
1.6277 |
|
| R3 |
1.6956 |
1.6705 |
1.6169 |
|
| R2 |
1.6561 |
1.6561 |
1.6132 |
|
| R1 |
1.6310 |
1.6310 |
1.6096 |
1.6238 |
| PP |
1.6166 |
1.6166 |
1.6166 |
1.6130 |
| S1 |
1.5915 |
1.5915 |
1.6024 |
1.5843 |
| S2 |
1.5771 |
1.5771 |
1.5988 |
|
| S3 |
1.5376 |
1.5520 |
1.5951 |
|
| S4 |
1.4981 |
1.5125 |
1.5843 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7766 |
1.7476 |
1.6522 |
|
| R3 |
1.7309 |
1.7019 |
1.6397 |
|
| R2 |
1.6852 |
1.6852 |
1.6355 |
|
| R1 |
1.6562 |
1.6562 |
1.6313 |
1.6479 |
| PP |
1.6395 |
1.6395 |
1.6395 |
1.6354 |
| S1 |
1.6105 |
1.6105 |
1.6229 |
1.6022 |
| S2 |
1.5938 |
1.5938 |
1.6187 |
|
| S3 |
1.5481 |
1.5648 |
1.6145 |
|
| S4 |
1.5024 |
1.5191 |
1.6020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6467 |
1.6021 |
0.0446 |
2.8% |
0.0218 |
1.4% |
9% |
False |
True |
108,755 |
| 10 |
1.6742 |
1.6021 |
0.0721 |
4.5% |
0.0186 |
1.2% |
5% |
False |
True |
103,585 |
| 20 |
1.6742 |
1.6021 |
0.0721 |
4.5% |
0.0181 |
1.1% |
5% |
False |
True |
56,480 |
| 40 |
1.7028 |
1.6021 |
0.1007 |
6.3% |
0.0172 |
1.1% |
4% |
False |
True |
28,366 |
| 60 |
1.7028 |
1.6021 |
0.1007 |
6.3% |
0.0153 |
1.0% |
4% |
False |
True |
18,935 |
| 80 |
1.7028 |
1.5800 |
0.1228 |
7.6% |
0.0149 |
0.9% |
21% |
False |
False |
14,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8095 |
|
2.618 |
1.7450 |
|
1.618 |
1.7055 |
|
1.000 |
1.6811 |
|
0.618 |
1.6660 |
|
HIGH |
1.6416 |
|
0.618 |
1.6265 |
|
0.500 |
1.6219 |
|
0.382 |
1.6172 |
|
LOW |
1.6021 |
|
0.618 |
1.5777 |
|
1.000 |
1.5626 |
|
1.618 |
1.5382 |
|
2.618 |
1.4987 |
|
4.250 |
1.4342 |
|
|
| Fisher Pivots for day following 24-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.6219 |
1.6244 |
| PP |
1.6166 |
1.6183 |
| S1 |
1.6113 |
1.6121 |
|